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subject:"Theorie"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Casella, George"
~person:"Fermanian, Jean-David"
~subject:"Wohlfahrtsanalyse"
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Theorie
Wohlfahrtsanalyse
Theory
17
Estimation theory
8
Schätztheorie
8
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Multivariate Verteilung
4
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4
Sampling
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Stichprobenerhebung
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3
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2
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Granularity adjustment
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17
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17
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Casella, George
Fermanian, Jean-David
Gouriéroux, Christian
66
Robert, Christian P.
42
Monfort, Alain
21
Zakoïan, Jean-Michel
18
Guégan, Dominique
17
Francq, Christian
16
Jouini, Elyès
16
Renault, Eric
14
Scaillet, Olivier
14
Jasiak, Joann
13
Comte, Fabienne
12
Salanié, Bernard
12
Darolles, Serge
11
Kramarz, Francis
11
Linnemer, Laurent
11
Robin, Jean-Marc
11
Rousseau, Judith
11
Fagart, Marie-Cécile
10
Laroque, Guy
10
Touzi, Nizar
10
Guerre, Emmanuel
9
Koehl, Pierre-François
9
Jullien, Bruno
8
Pham, Huyên
8
Souam, Saïd
8
Visser, Michael S.
8
Choné, Philippe
7
Crépon, Bruno
7
Doukhan, Paul
7
Florens, Jean-Pierre
7
Magnac, Thierry
7
Mas, André
7
Rey, Patrick
7
Sonnac, Nathalie
7
Allain, Marie-Laure
6
Chopin, Nicolas
6
Clément, Emmanuelle
6
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6
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Série des documents de travail
3
Annals of economics and statistics
2
Econometric theory
2
Journal of the American Statistical Association : JASA
2
Documents de travail du Centre d'Economie de la Sorbonne
1
Journal of banking & finance
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Research paper / International Center for Financial Asset Management and Engineering
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Springer texts in statistics
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The journal of real estate finance and economics
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ECONIS (ZBW)
17
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1
The limits of granularity adjustments
Fermanian, Jean-David
-
2013
Persistent link: https://www.econbiz.de/10010342709
Saved in:
2
A asymptotic total variation test for copulas
Fermanian, Jean-David
;
Radulović, Dragan
;
Wegkamp, …
-
2013
Persistent link: https://www.econbiz.de/10010342718
Saved in:
3
Copulas of a vector-valued stationary weakly dependent process
Doukhan, Paul
;
Fermanian, Jean-David
;
Lang, Gabriel
-
2004
Persistent link: https://www.econbiz.de/10003435092
Saved in:
4
Optimal Greek weights by Kernel estimation
Elie, Romuald
;
Fermanian, Jean-David
;
Touzi, Nizar
-
2004
Persistent link: https://www.econbiz.de/10002855875
Saved in:
5
Goodness of fit tests for copulas
Fermanian, Jean-David
-
2003
Persistent link: https://www.econbiz.de/10001812439
Saved in:
6
Weak convergence of empirical copula processes
Fermanian, Jean-David
;
Radulovic, Dragan
;
Wegkamp, Marten H.
-
2002
Persistent link: https://www.econbiz.de/10001660114
Saved in:
7
Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
-
2001
Persistent link: https://www.econbiz.de/10001577411
Saved in:
8
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
Saved in:
9
Explaining the perfect sampler
Casella, George
;
Lavine, Michael
;
Robert, Christian P.
-
2000
Persistent link: https://www.econbiz.de/10001549297
Saved in:
10
Rao-blackwellization of generalized accept-reject schemes
Casella, George
;
Robert, Christian P.
;
Wells, Martin T.
-
2000
Persistent link: https://www.econbiz.de/10001549302
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